ARMA模型广义偏相关函数估计的强收敛速度

The Strong Convergence Rate of Estimations about the Generalized Partial Autocorrelation Function in ARMA Model

本文证明了[1]提出的ARMA模型的广义偏相关函数估计和[2]提出的入函数和θ函数估计具有强收敛速度O(loglogT/T)^(1/2)

In this paper,it is proved that the estimations of the generalized partial autocorrelation funetions,λ-funetion and θ-function for ARMA model suggested by [1] and [2] have the strong convergence rate O((LogLog T/T)^(1/2)).